Mathematical problems in actuarial sciences

Actuarial sciences are multidisciplinary in nature. Ideas from mathematics, probability, statistics, demography, computer science, finance and even health and social sciences form the basis of actuarial models. Despite this intricate relation to many mathematical fields, actuarial sciences are still somewhat of an unknown for many mathematicians. This talk will just brush a very personal survey of some mathematical problems or ideas in actuarial sciences. Depending on time, illustrations with problems in differential equations, stochastic processes, functional analysis, matrix algebra and complex analysis will be given.